Shoot for TG and choose the airline that has the best price and most convenient flight times to your destination. With a 5-day trip you really want short flights, ideally non-stop. Then you sign up for their FF program BEFORE you actually book the flight. This way you can enter your member number when you book and the flight will be automatically credited to your FF account.
You may think of maximizing miles and certain privileges by applying for a credit card affiliated with an airline. Continental Presidential Plus (Chase Mastercard) has excellent benefits, like priority check-in, boarding, luggage, security, lounge access for you and members in your party and two free checked suitcases per person traveling on any flight, as well as double points on flights booked from the Continental website.
Downside is that it is not inexpensive at $395 per year but sometimes they have special offers where the first year will be free.
Till